Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-17 00:00:00+00:00 0.587893 0.660371 0.742029 0.841612 0.960831 1.100329 1.277939
2024-11-24 00:00:00+00:00 0.500840 0.590014 0.697623 0.839310 1.024492 1.263563 1.604775
2024-12-01 00:00:00+00:00 0.426124 0.518724 0.635973 0.799200 1.027187 1.345385 1.845219
2024-12-08 00:00:00+00:00 0.372141 0.464813 0.586732 0.764371 1.026794 1.418969 2.091860
2024-12-15 00:00:00+00:00 0.345855 0.443123 0.576090 0.779105 1.097347 1.610019 2.584039
2024-12-22 00:00:00+00:00 0.329184 0.431966 0.577686 0.810546 1.197978 1.873015 3.308343
2024-12-29 00:00:00+00:00 0.310317 0.415319 0.568777 0.823725 1.270672 2.107115 4.089924
2025-01-05 00:00:00+00:00 0.292972 0.398909 0.557935 0.831520 1.334810 2.343222 5.011189
2025-01-12 00:00:00+00:00 0.274903 0.379613 0.540304 0.824971 1.370750 2.532499 5.939076
2025-01-19 00:00:00+00:00 0.253126 0.352835 0.508133 0.788773 1.342427 2.572636 6.466385
2025-01-26 00:00:00+00:00 0.242613 0.342674 0.501822 0.797744 1.406420 2.848835 7.999004
2025-02-02 00:00:00+00:00 0.234254 0.335180 0.499059 0.812618 1.485725 3.193357 10.180399
2025-02-09 00:00:00+00:00 0.222169 0.321221 0.484781 0.805176 1.518050 3.436524 12.341457
2025-02-16 00:00:00+00:00 0.212438 0.310405 0.474955 0.805183 1.568038 3.756210 15.509985
2025-02-23 00:00:00+00:00 0.198144 0.291086 0.448571 0.768613 1.522710 3.761544 16.836127
2025-03-02 00:00:00+00:00 0.185725 0.274228 0.425435 0.736403 1.483126 3.775689 18.351584
2025-03-09 00:00:00+00:00 0.180885 0.269903 0.424631 0.750912 1.566725 4.262513 25.200237
2025-03-16 00:00:00+00:00 0.178435 0.269453 0.430810 0.781123 1.700136 5.026473 39.195311
2025-03-23 00:00:00+00:00 0.173922 0.265090 0.429222 0.793872 1.788426 5.675771 58.022278
2025-03-30 00:00:00+00:00 0.169105 0.259882 0.425574 0.801428 1.863849 6.332605 87.340518
2025-04-06 00:00:00+00:00 0.163110 0.252221 0.416565 0.795302 1.895820 6.803837 123.646026
2025-04-13 00:00:00+00:00 0.154497 0.239425 0.396627 0.760947 1.830111 6.701623 136.097618
2025-04-20 00:00:00+00:00 0.150921 0.235627 0.394391 0.769518 1.908984 7.513067 239.699465